This saves having to wrap the call to requests with
`contextlib.closing()`, allowing it to be used directly in a
`with` statement, like so:

```
with requests.get('http://httpbin.org/get', stream=True) as r:
    # Do things with the response here.
```

Fixes #4136.

Signed-off-by: Kenneth Reitz <me@kennethreitz.org>